Prior to the present invention, zirconia electrolyte, as disclosed in U.S. Pat. No. 3,460,991, which issued to Donald W. White, has been shaped in tubular configuration. It has proven to be mechanically delicate, prone to fracture under thermal cycling and has low volumetric power density. U.S. Pat. No. 4,614,628 which issued on Sep. 30, 1986 to Michael S. Hsu et al. shows a process similar to the instant invention but has steps of firing which are different than the instant invention wherein said firing takes place after all materials are deposited and does not include the densifying steps nor the plasma spraying steps of this invention. Therefore, the instant invention is an improvement over that disclosed in the Hsu patent and overcomes one or more of the problems associated with the prior art.